+49.5%
EQT vs LUMN
-56.6%
+106.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.2% | -1.4% | +0.3% | -1.0% |
| 30D | +1.1% | +6.7% | -5.7% | +0.2% |
| 3M | +4.8% | -17.6% | +22.3% | +6.6% |
| 6M | -10.6% | +1.6% | -12.2% | -12.0% |
| YTD | +3.4% | -12.4% | +15.8% | +2.4% |
| 1Y | +8.7% | +10.9% | -2.2% | +3.0% |
| 3Y | +35.0% | +379.6% | -344.6% | -13.3% |
| 5Y | +204.2% | -38.0% | +242.2% | +213.1% |
| All | +49.5% | -56.6% | +106.2% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling